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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.83% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,040 CHF | 59,114 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.86% | 1.11 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,137 CHF | 58,208 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.98% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,098 CHF | 54,161 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.05% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,275 CHF | 54,379 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.03% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,075 CHF | 54,162 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.14% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,479 | 49,435 | 51,277 CHF | 51,305 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.90% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,444 CHF | 54,469 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.02% | 1.03 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,330 CHF | 52,380 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.17% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 59,061 | 50,000 | 55,474 CHF | 48,039 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.32% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 48,722 | 55,827 CHF | 46,373 CHF | 98.89% | 98.89% |
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